Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-04 640.191150 655.654274 670.864429 686.947459 703.466040 719.932892 737.585231
2026-01-11 620.181524 642.926341 665.601886 689.903612 715.209225 740.782466 768.579372
2026-01-18 605.572453 633.378906 661.374623 691.675706 723.549335 756.086014 791.816105
2026-01-25 595.397126 627.339308 659.762599 695.145339 732.679660 771.318495 814.115327
2026-02-01 586.017226 621.427464 657.627695 697.416410 739.937111 784.032795 833.242863
2026-02-08 577.978499 616.440472 656.012645 699.789098 746.883338 796.047848 851.289429
2026-02-15 570.015229 611.147745 653.715209 701.083786 752.353448 806.204270 867.090826
2026-02-22 562.972052 606.540860 651.874270 702.597868 757.810391 816.132714 882.460412
2026-03-01 556.031617 601.791488 649.646024 703.465587 762.359320 824.902198 896.420016
2026-03-08 548.907007 596.621662 646.758127 703.416594 765.727158 832.231568 908.673329
2026-03-15 543.566272 593.227060 645.645605 705.156544 770.917356 841.442370 922.907990
2026-03-22 537.334680 588.690370 643.131219 705.208593 774.116850 848.355474 934.515645
2026-03-29 532.826045 585.950974 642.504036 707.265816 779.473290 857.614998 948.724852
2026-04-05 529.283688 584.174355 642.844409 710.308519 785.852607 867.960229 964.124113
2026-04-12 525.103040 581.579830 642.180000 712.139982 790.802214 876.655519 977.640439
2026-04-19 522.368443 580.515267 643.143908 715.725474 797.664271 887.458211 993.524367
2026-04-26 518.941234 578.588715 643.067880 718.072424 803.075308 896.593199 1007.508418
2026-05-03 515.754039 576.855697 643.140505 720.524420 808.554829 905.773856 1021.536430
2026-05-10 511.961152 574.361728 642.286677 721.862399 812.716290 913.424568 1033.802686
2026-05-17 508.473453 572.144809 641.683458 723.427119 817.088268 921.283157 1046.296529
2026-05-24 504.678423 569.510727 640.545527 724.323866 820.647961 928.181276 1057.671276
2026-05-31 500.393857 566.250358 638.632509 724.273234 823.068441 933.735939 1067.472706
2026-06-07 497.454307 564.476822 638.368009 726.071403 827.581990 941.675140 1080.037036